void IGMeasurementError::initFromList(Rcpp::List const &init_list)
{
NormalVarianceMixtureBaseError::initFromList(init_list);
if(init_list.containsElementNamed("nu"))
nu = Rcpp::as < double >( init_list["nu"]);
else
nu = 1.;
EV = 1.; // not true it is the mode is alpha/(alpha - 1)
EiV = 1.;
npars += 1;
digamma_nu = Digamma(nu);
trigamma_nu = Trigamma(nu);
int i = 0;
if( init_list.containsElementNamed("Vs" )){
Rcpp::List Vs_list = init_list["Vs"];
Vs.resize(Vs_list.length());
for( Rcpp::List::iterator it = Vs_list.begin(); it != Vs_list.end(); ++it ) {
Vs[i++] = Rcpp::as < Eigen::VectorXd >( it[0]);
}
}else
throw("in IGMeasurementError::initFromList Vs must be set! \n");
}
double Digamma(double x) {
if (x > 0.0 && x <= 1.0E-5) {
return -0.5772156649015329 - 1.0 / x;
} else if (x >= 49.0) {
double inv = 1.0 / (x * x);
return log(x) - 0.5 / x - inv * (0.08333333333333333 + inv * (0.008333333333333333 - inv / 252.0));
} else {
return Digamma(x + 1.0) - 1.0 / x;
}
}
void IGMeasurementError::step_nu(double stepsize)
{
double nu_temp = -1;
dnu /= ddnu;
while(nu_temp < 0)
{
nu_temp = nu - stepsize * dnu;
stepsize *= 0.5;
if(stepsize <= 1e-16)
throw("in IGMeasurementError:: can't make nu it positive \n");
}
nu = nu_temp;
EV = 1.; // not true it is the mode that is 1.
EiV = 1. ;
ddnu = 0;
digamma_nu = Digamma(nu);
trigamma_nu = Trigamma(nu);
}
